-31.2%
ELAN vs SOXQ
+286.7%
-317.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.6% |
| 7D | -5.4% | +0.8% | -6.2% | -5.7% |
| 30D | +4.7% | -4.6% | +9.3% | +6.6% |
| 3M | -3.7% | -10.2% | +6.5% | -1.3% |
| 6M | -1.2% | +49.7% | -50.9% | -21.4% |
| YTD | +2.4% | +67.2% | -64.9% | -23.0% |
| 1Y | +23.4% | +98.0% | -74.6% | -15.5% |
| 3Y | +96.7% | +237.2% | -140.5% | -1.7% |
| 5Y | -30.6% | +261.3% | -291.9% | -68.0% |
| All | -31.2% | +286.7% | -317.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SOXQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling